-45.7%
TOST vs AJG
+83.9%
-129.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +1.0% |
| 7D | -3.4% | -1.8% | -1.6% | -2.3% |
| 30D | -2.4% | +4.6% | -7.1% | -5.2% |
| 3M | +34.6% | +24.9% | +9.7% | +16.5% |
| 6M | +15.2% | +17.2% | -2.0% | +3.5% |
| YTD | -4.4% | +2.2% | -6.5% | -7.1% |
| 1Y | -17.4% | -11.5% | -5.9% | -12.0% |
| 3Y | +54.5% | +16.7% | +37.8% | +21.4% |
| All | -45.7% | +83.9% | -129.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling